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   Articles with "stochastic partial" as a keyword



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Semilinear stochastic partial differential equations: Central limit theorem and moderate deviations

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recommendations! Published in 2021 at "Mathematical Methods in the Applied Sciences"

DOI: 10.1002/mma.7224

Abstract: In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main… read more here.

Keywords: partial differential; semilinear stochastic; central limit; stochastic partial ... See more keywords
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Central Limit Theorem and Moderate Deviations for a Class of Semilinear Stochastic Partial Differential Equations

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recommendations! Published in 2020 at "Acta Mathematica Scientia"

DOI: 10.1007/s10473-020-0518-6

Abstract: In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain the stochastic Burgers’ equation and the stochastic reaction-diffusion equation. The… read more here.

Keywords: theorem moderate; central limit; semilinear stochastic; stochastic partial ... See more keywords
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Necessary and Sufficient Conditions of Stability in the Quadratic Mean of Linear Stochastic Partial Differential-Difference Equations Subject to External Perturbations of the Type of Random Variables

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recommendations! Published in 2020 at "Cybernetics and Systems Analysis"

DOI: 10.1007/s10559-020-00246-5

Abstract: We obtain the necessary and sufficient conditions for the stability in the quadratic mean of strong solutions to stochastic partial differential-difference equations with pairwise independent external random perturbations of the type of random variables. read more here.

Keywords: quadratic mean; sufficient conditions; necessary sufficient; conditions stability ... See more keywords
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Adaptive Concepts for Stochastic Partial Differential Equations

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recommendations! Published in 2019 at "Journal of Scientific Computing"

DOI: 10.1007/s10915-019-00944-z

Abstract: An adaptive time stepping method to numerically provide approximate weak approximations of solutions of general SPDEs is proposed, where local step sizes are chosen in regard of the distance between empirical laws of subsequent time… read more here.

Keywords: concepts stochastic; stochastic partial; time; partial differential ... See more keywords
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Stochastic partial differential equations with gradient driven by space-time fractional noises

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recommendations! Published in 2021 at "Frontiers of Mathematics in China"

DOI: 10.1007/s11464-021-0875-z

Abstract: We establish a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises, where we suppose that the drfit term contains a gradient and satisfies certain non-Lipschitz condition. We prove the strong existence… read more here.

Keywords: stochastic partial; partial differential; differential equations; space time ... See more keywords
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Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

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recommendations! Published in 2020 at "Stochastics and Partial Differential Equations: Analysis and Computations"

DOI: 10.1007/s40072-020-00179-2

Abstract: We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener process. The equation is spatially… read more here.

Keywords: partial differential; driven multiplicative; monotone; stochastic partial ... See more keywords
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Existence of Optimal Mild Solutions for Multi-valued Impulsive Stochastic Partial Functional Integrodifferential Equations

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recommendations! Published in 2018 at "Bulletin of the Iranian Mathematical Society"

DOI: 10.1007/s41980-018-0096-8

Abstract: In this paper, we introduce a new class of multi-valued impulsive stochastic partial functional integrodifferential equations with infinite delay in the $$\alpha $$α-norm. Using stochastic analysis, analytic semigroup and fixed point strategy with the properties… read more here.

Keywords: valued impulsive; existence; mild solutions; stochastic partial ... See more keywords
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Lévy driven CARMA generalized processes and stochastic partial differential equations

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recommendations! Published in 2020 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2020.04.009

Abstract: Abstract We give a new definition of a Levy driven CARMA random field, defining it as a generalized solution of a stochastic partial differential equation (SPDE). Furthermore, we give sufficient conditions for the existence of… read more here.

Keywords: partial differential; processes stochastic; stochastic partial; driven carma ... See more keywords
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Barycentric interpolation of interface solution for solving stochastic partial differential equations on non-overlapping subdomains with additive multi-noises

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recommendations! Published in 2018 at "International Journal of Computer Mathematics"

DOI: 10.1080/00207160.2017.1297429

Abstract: ABSTRACT The purpose of this paper is to develop a new numerical method for solving a class of stochastic partial differential equations with additive multi-noise. Based on the domain decomposition method, we combine the deterministic… read more here.

Keywords: partial differential; additive multi; method; stochastic partial ... See more keywords
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The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation

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recommendations! Published in 2021 at "Analysis and Applications"

DOI: 10.1142/s0219530521500172

Abstract: In this paper, we study the stability of quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone. The exponential mean square stability and pathwise exponential stability of the… read more here.

Keywords: exponential behavior; partial differential; quasilinear parabolic; stochastic partial ... See more keywords
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A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

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recommendations! Published in 2018 at "Advances in Difference Equations"

DOI: 10.1186/s13662-018-1861-y

Abstract: In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white… read more here.

Keywords: partial differential; fractional noise; stochastic partial; noise ... See more keywords